New results on robust stability and stabilization of linear discrete-time stochastic systems with convex polytopic uncertainties

This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapun...

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Bibliographic Details
Main Authors: Niamsup P., Rajchakit G.
Format: Article
Language:English
Published: 2014
Online Access:http://www.scopus.com/inward/record.url?eid=2-s2.0-84878637127&partnerID=40&md5=dac7483dac1167e4d2cf54f923e18eb5
http://cmuir.cmu.ac.th/handle/6653943832/7062
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Institution: Chiang Mai University
Language: English
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Summary:This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete-time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results. © 2013 P. Niamsup and G. Rajchakit.